+30.4%
URI vs CLX
+4.7%
+25.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.2% |
| 7D | -6.0% | +13.6% | -19.6% | -7.4% |
| 30D | +4.6% | +29.1% | -24.5% | +1.3% |
| 3M | -2.7% | +1.6% | -4.3% | -3.6% |
| 6M | +18.4% | +18.7% | -0.3% | +15.3% |
| YTD | +37.4% | +11.1% | +26.3% | +30.1% |
| 1Y | +30.4% | +7.0% | +23.4% | +26.2% |
| All | +30.4% | +4.7% | +25.7% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling